Control Synthesis for Stochastic Switched Systems using the Tamed Euler Method. Co�nt, A. L., Fribourg, L., & Vacher, J. IFAC-PapersOnLine, 51(16):259 - 264, 2018. 6th IFAC Conference on Analysis and Design of Hybrid Systems ADHS 2018
Control Synthesis for Stochastic Switched Systems using the Tamed Euler Method [link]Paper  doi  abstract   bibtex   
In this paper, we explain how, under the one-sided Lipschitz (OSL) hypothesis, one can find an error bound for a variant of the Euler-Maruyama approximation method for stochastic switched systems. We then explain how this bound can be used to control stochastic switched switched system in order to stabilize them in a given region. The method is illustrated on several examples of the literature.
@article{COENT2018259,
title = {Control Synthesis for Stochastic Switched Systems using the Tamed Euler Method},
journal = {IFAC-PapersOnLine},
volume = {51},
number = {16},
pages = {259 - 264},
year = {2018},
note = {6th IFAC Conference on Analysis and Design of Hybrid Systems ADHS 2018},
issn = {2405-8963},
doi = {https://doi.org/10.1016/j.ifacol.2018.08.044},
url = {http://www.sciencedirect.com/science/article/pii/S2405896318311601},
author = {Adrien Le Co�nt and Laurent Fribourg and Jonathan Vacher},
keywords = {Stochastic systems, numerical simulation, control system synthesis, switched control systems, nonlinear control systems},
abstract = {In this paper, we explain how, under the one-sided Lipschitz (OSL) hypothesis, one can find an error bound for a variant of the Euler-Maruyama approximation method for stochastic switched systems. We then explain how this bound can be used to control stochastic switched switched system in order to stabilize them in a given region. The method is illustrated on several examples of the literature.}
}

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